+632.4%
GEV vs EMR
+41.7%
+590.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +1.6% |
| 7D | +1.6% | -0.4% | +2.0% | +2.0% |
| 30D | -7.9% | -6.8% | -1.2% | -2.6% |
| 3M | +5.6% | +7.5% | -1.9% | 0.0% |
| 6M | +13.1% | +9.9% | +3.2% | +4.7% |
| YTD | +46.7% | +16.0% | +30.8% | +27.0% |
| 1Y | +51.3% | +12.4% | +38.8% | +34.4% |
| All | +632.4% | +41.7% | +590.7% | +485.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling